CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 17.94 19.64 1.70 9.5% 16.94
High 21.13 21.18 0.05 0.2% 21.13
Low 16.99 18.76 1.77 10.4% 16.89
Close 20.95 19.37 -1.58 -7.5% 20.95
Range 4.14 2.42 -1.72 -41.5% 4.24
ATR 2.08 2.10 0.02 1.2% 0.00
Volume
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 27.03 25.62 20.70
R3 24.61 23.20 20.04
R2 22.19 22.19 19.81
R1 20.78 20.78 19.59 20.28
PP 19.77 19.77 19.77 19.52
S1 18.36 18.36 19.15 17.86
S2 17.35 17.35 18.93
S3 14.93 15.94 18.70
S4 12.51 13.52 18.04
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 32.38 30.90 23.28
R3 28.14 26.66 22.12
R2 23.90 23.90 21.73
R1 22.42 22.42 21.34 23.16
PP 19.66 19.66 19.66 20.03
S1 18.18 18.18 20.56 18.92
S2 15.42 15.42 20.17
S3 11.18 13.94 19.78
S4 6.94 9.70 18.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.18 16.89 4.29 22.1% 2.46 12.7% 58% True False
10 21.18 15.68 5.50 28.4% 1.75 9.1% 67% True False
20 24.74 15.68 9.06 46.8% 2.22 11.4% 41% False False
40 25.09 15.19 9.90 51.1% 1.98 10.2% 42% False False
60 25.09 14.10 10.99 56.7% 1.99 10.3% 48% False False
80 25.09 14.10 10.99 56.7% 1.99 10.3% 48% False False
100 28.93 14.10 14.83 76.6% 2.14 11.0% 36% False False
120 28.93 14.10 14.83 76.6% 2.07 10.7% 36% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.47
2.618 27.52
1.618 25.10
1.000 23.60
0.618 22.68
HIGH 21.18
0.618 20.26
0.500 19.97
0.382 19.68
LOW 18.76
0.618 17.26
1.000 16.34
1.618 14.84
2.618 12.42
4.250 8.48
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 19.97 19.28
PP 19.77 19.18
S1 19.57 19.09

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These figures are updated between 7pm and 10pm EST after a trading day.

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